fed89562dc | ||
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README.rst | ||
__init__.py | ||
_allocate.py | ||
_ledger.py | ||
_mktinfo.py | ||
_pos.py | ||
calc.py | ||
cli.py |
README.rst
.accounting
A subsystem for transaction processing, storage and historical measurement.
.pnl
BEP, the break even price: the price at which liquidating a remaining position results in a zero PnL since the position was "opened" in the destination asset.
PPU: price-per-unit: the "average cost" (in cumulative mean terms) of the "entry" transactions which "make a position larger"; taking a profit relative to this price means that you will "make more profit then made prior" since the position was opened.